+25.5%
USB vs LUNR
-10.7%
+36.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -13.2% | +11.1% | -1.9% |
| 7D | -1.5% | -26.2% | +24.7% | -1.1% |
| 30D | +4.3% | -42.8% | +47.1% | +5.0% |
| 3M | -6.1% | -38.4% | +32.3% | -5.6% |
| 6M | +9.4% | -65.2% | +74.6% | +10.5% |
| YTD | +15.2% | -46.9% | +62.1% | +15.3% |
| 1Y | +32.8% | -17.4% | +50.2% | +32.1% |
| 3Y | +91.3% | +152.8% | -61.5% | +89.8% |
| All | +25.5% | -10.7% | +36.2% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LUNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling